+3.6%
NVT vs AFL
+18.6%
-15.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.0% | -13.7% | -11.9% |
| 7D | -19.5% | +2.9% | -22.4% | -17.6% |
| 30D | -32.4% | +11.5% | -43.9% | -26.9% |
| 3M | -30.3% | +0.6% | -31.0% | -29.5% |
| 6M | -30.4% | +11.7% | -42.1% | -25.1% |
| YTD | +11.3% | +15.4% | -4.1% | +21.5% |
| 1Y | +3.6% | +17.6% | -14.0% | +14.0% |
| All | +3.6% | +18.6% | -15.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling